| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 121.38% | 57.34% |
| Max Drawdown | -17.71% | -67.18% |
| Sharpe | 0.73 | 0.33 |
| Sortino | 1.14 | 0.48 |
| Payoff Ratio | 1.15 | 1.16 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 20.26 | 4.17 |
| Outlier Loss Ratio | 4.39 | 3.89 |
| Volatility (ann.) | 13.9% | 26.77% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.5 | 0.35 |
| Skew | 0.98 | 0.17 |
| Kurtosis | 18.58 | 6.45 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 2.99% | 1.69% |
| Expected Yearly % | 30.33% | 16.31% |
| Kelly Criterion | 8.7% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.28% |
| Expected Shortfall (cVaR) | -1.17% | -2.28% |
| Year | 3525543:BTCUSD | 3525543:btcusd:triple_gx:kama170_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 2.79 | -0.05 | + |
| 2023 | 155.54 | 53.71 | 0.35 | - |
| 2024 | 58.03 | 40.11 | 0.69 | - |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| MTD | -6.36% | -6.36% |
| 3M | 38.37% | 56.07% |
| 6M | 82.19% | 148.46% |
| YTD | 40.11% | 58.03% |
| 1Y | 64.65% | 119.52% |
| 3Y (ann.) | 44.3% | 23.26% |
| 5Y (ann.) | 44.3% | 23.26% |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Max Drawdown | -17.71% | -67.18% |
| Longest DD Days | 192.0 | 683.0 |
| Avg. Drawdown | -4.29% | -8.11% |
| Avg. Drawdown Days | 21.0 | 48.0 |
| Recovery Factor | 6.85 | 0.85 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-13 | -17.71 | 167 |
| 2022-03-29 | 2022-07-30 | -14.05 | 123 |
| 2023-04-14 | 2023-10-23 | -13.52 | 192 |
| 2023-02-21 | 2023-04-14 | -13.32 | 51 |
| 2024-01-11 | 2024-02-14 | -11.43 | 33 |
| 2023-12-09 | 2024-01-02 | -8.19 | 23 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-04-08 | 2024-04-13 | -7.75 | 5 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-01-02 | 2024-01-08 | -5.77 | 6 |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -5.87% | -7.86% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -12.24% | -29.64% |
| Best Month | 31.5% | 43.77% |
| Worst Month | -10.99% | -37.12% |
| Best Year | 53.71% | 155.54% |
| Worst Year | 2.79% | -61.04% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 6.15% | 7.99% |
| Avg. Down Week | -3.78% | -3.94% |
| Avg. Up Month | 12.26% | 17.72% |
| Avg. Down Month | -5.71% | -10.43% |
| Win Days % | 51.1% | 51.04% |
| Win Month % | 57.14% | 59.26% |
| Win Week % | 56.86% | 48.28% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |